Single jump filtrations and local martingales
Author:
Publisher
VTeX
Subject
Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Reference23 articles.
1. Martingales on jump processes. I. Representation results;SIAM J. Control,1975
2. Sur la representation des martingales comme integrales stochastiques dans les processus ponctuels
3. The representation of martingales of jump processes;SIAM J. Control Optim.,1976
4. Un exemple de la theorie generale des processus
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